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Error Models
Lecture 06
Thomas Herring
tah@mit.edu
Issues in GPS Error Analysis
• What are the sources of the errors ?
• How much of the error can we remove by
better modeling ?
• Do we have enough information to infer the
uncertainties from the data ?
• What mathematical tools can we use to
represent the errors and uncertainties ?
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Determining the Uncertainties of GPS
Parameter Estimates
• Rigorous estimate of uncertainties requires full
knowledge of the error spectrum—both temporal
and spatial correlations (never possible)
• Sufficient approximations are often available by
examining time series (phase and/or position)
and reweighting data
• Whatever the assumed error model and tools
used to implement it, external validation is
important
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Sources of Error
• Signal propagation effects
– Receiver noise
– Ionospheric effects
– Signal scattering ( antenna phase center / multipath )
– Atmospheric delay (mainly water vapor)
• Unmodeled motions of the station
– Monument instability
– Loading of the crust by atmosphere, oceans, and
surface water
• Unmodeled motions of the satellites
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Simple geometry for incidence
of a direct and reflected signal
Multipath contributions to observed phase for an antenna at heights (a)
0.15 m, (b) 0.6 m, and (c ) 1 m. [From Elosegui et al, 1995]
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Characterizing Phase Noise
Epochs
20
0 mm
-20
1 2 3 4 5 Hours
Elevation angle and phase residuals for single satellite
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Characterizing
the Noise in
Daily Position
Estimates
Note temporal
correlations of 30-
100 days and
seasonal terms
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Spectral Analysis of the Time Series to
Estimate an Error Model
Figure 5 from Williams et al [2004]:
Power spectrum for common-mode
error in the SOPAC regional SCIGN
analysis. Lines are best-fit WN + FN
models (solid=mean ampl;
dashed=MLE)
Note lack of taper and misfit for
periods > 1 yr
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. . . spectral analysis approach
• Power law: slope of line fit to spectrum
– 0 = white noise
– -1 = flicker noise
– -2 = random walk
• Non-integer spectral index (e.g. “fraction white
noise” 1 > k > -1 )
• Good discussion in Williams [2003]
• Problems:
– Computationally intensive
– No model captures reliably the lowest-frequency part
of the spectrum
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Examples of times series and spectra for global stations
From Mao et al., 1999
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Short-cut: Use white noise statistics ( wrms) to predict the flicker noise
White noise vs flicker noise from Mao et al. [1999] spectral
analysis of 23 global stations
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“Realistic Sigma” Algorithm for
Velocity Uncertainties
• Motivation: computational efficiency, handle time series with
varying lengths and data gaps; obtain a model that can be used in
globk
• Concept: The departure from a white-noise (sqrt n) reduction in
noise with averaging provides a measure of correlated noise.
• Implementation:
– Fit the values of chi2 vs averaging time to the exponential function
expected for a first-order Gauss-Markov (FOGM) process (amplitude,
correlation time)
– Use the chi2 value for infinite averaging time predicted from this
model to scale the white-noise sigma estimates from the original fit
– and/or
– Fit the values to a FOGM with infinite averaging time (i.e., random
walk) and use these estimates as input to globk (mar_neu command)
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Effect of Averaging on Time-series Noise
Note the
dominance of
correlated errors
and unrealistic
rate uncertainties
with a white
noise
assumption:
.01 mm/yr N,E
.04 mm/yr U
8/10/11 Izmir GG Shortcourse 13
Yellow: Daily (raw) Blue: 7-day averages
Same site, East component ( daily wrms 0.9 mm nrms 0.5 )
64-d avg
wrms 0.7 mm
nrms 2.0
100-d avg
wrms 0.6 mm
nrms 3.4
400-d avg
wrms 0.3 mm
nrms 3.1
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Estimating a “realistic-sigma” by fitting an exponential function to
chi-square vs averaging time
Get scale factor by
evaluating the function
at an infinite averaging
time
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Using TSVIEW to compute and display the “realistic-sigma” results
Note rate
uncertainties
with the
“realistic-
sigma”
algorithm :
0.09 mm/yr N
0.13 mm/yr E
0.13 mm/yr U
Red lines show the 68% probability bounds of the velocity based on the results of applying the
algorithm.
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Comparison of estimated velocity uncertainties using spectral
analysis (CATS*) and Gauss-Markov fitting of averages (GLOBK)
Plot courtesy E. Calias
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Velocity Errors due to Seasonal Signals
Annual signals from atmospheric and hydrological loading, monument translation and
tilt, and antenna temperature sensitivity are common in GPS time series
Theoretical analysis of a continuous time
series by Blewitt and Lavallee [2002]
Top: Bias in velocity from a 1mm
sinusoidal signal in-phase and with a
90-degree lag with respect to the start
of the data span
Bottom: Maximum and rms velocity bias
over all phase angles
– The minimum bias is NOT obtained with
continuous data spanning an even
number of years
– The bias becomes small after 3.5 years
of observation
8/10/11 Izmir GG Shortcourse 18
Summary of Practical Approaches
• White noise + flicker noise (+ random walk) to model the
spectrum [Williams et al., 2004]
• White noise as a proxy for flicker noise [Mao et al., 1999]
• Random walk to model to model an exponential spectrum
[Herring “realistic sigma” algorithm for velocities]
• “Eyeball” white noise + random walk for non-continuous
data
______________________________________
• Only the last two can be applied in GLOBK for velocity
estimation
• All approaches require common sense and verification
8/10/11 Izmir GG Shortcourse 19
Determining the Uncertainties of GPS
Estimates of Station Velocities
• Understanding the sources of error
• Time series analysis to determine statistics for
reweighting the data
• Whatever the assumed error model and tools
used to implement it, external validation is
important
8/10/11 Izmir GG Shortcourse 20
External Validation for Velocity Uncertainties
-- assume no strain within a geological rigid block
GMT plot at
70%
confidence
17 sites in
central
Macedonia:
4-5 velocities
pierce error
ellipses
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.. same solution plotted with 95% confidence ellipses
1-2 of 17
velocities
pierce error
ellipses
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A more rigorous assessment for data from Cascadia
Colors show slipping
and locked portions
of the subducting
slab where the
surface velocities are
highly sensitive to
the model; area to
the east is slowly
deforming and
insensitive to the
details of the model
8/10/11 Izmir GG Shortcourse 23
McCaffrey et al. 2007
Velocities and
70% error
ellipses for 300
sites observed by
continuous and
survey-mode
GPS 1991-2004
Test area (next
slide) is east of
238E
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Residuals to elastic block
model for 70 sites in
slowly deforming region
Error ellipses are for 70%
confidence:
13-17 velocities pierce
their ellipse
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Locations of one
continuous (BURN)
217U and 3 survey-mode
SARG
sites for time series
shown in next
slides
DALL
BURN
8/10/11 Izmir GG Shortcourse 26
Time series of monthly
position estimates for
continuous site BURN
Wrms ~ 1 mm N,E
~ 3 mm U
Rate uncertainties
< 0.2 mm/yr N,E
0.7 mm/yr U
do not include random
walk added for velocity
estimates
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Next slide shows
time series for
217U survey-mode site
SARG
217U
Note consistency
DALL with nearby sites
BURN
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Time series for survey-mode site 217U
Position
estimates based
on 8-24 hr
occupations
Note < 1 mm
rate
uncertainties
due to 7-yr time
span
8/10/11 Izmir GG Shortcourse 29
Next slide shows
time series for
217U survey-mode site
SARG
SARG
DALL
BURN
8/10/11 Izmir GG Shortcourse 30
Horizontal time series for survey-mode site SARG
Position estimates
based on 8-24 hr
occupations
Note 1 mm wrms and
< 1 mm rate sigmas
8/10/11 Izmir GG Shortcourse 31
Next slide shows
time series for
217U survey-mode site
SARG
DALL
Note consistency
DALL with nearby sites
except continuous
site GWEN
BURN
8/10/11 Izmir GG Shortcourse 32
Horizontal time series for survey-mode site DALL
Position estimates
based on 8-24 hr
occupations
Rate sigmas < 1 mm/yr
and consistent with
surrounding sites even
with velocities
determined essentially
by two occupations 3
yrs apart
8/10/11 Izmir GG Shortcourse 33
Statistics of Time Series
Distribution of normalized rms
for horizontal magnitudes
residuals after removing the
block model
357 sites
NRMS
E, N 1.00, 1.03
NRMS
8/10/11 Izmir GG Shortcourse 34
Statistics of Velocity Residuals
Cumulative histogram of
normalized velocity
residuals for Eastern
Oregon & Washington (
Percent 70 sites )
Within
Ratio
Noise added to position for
each survey:
0.5 mm random
1.0 mm/sqrt(yr)) random walk
Solid line is theoretical for
Gaussian distribution
Ratio (velocity magnitude/uncertainty)
8/10/11 Izmir GG Shortcourse 35
Statistics of Velocity Residuals
Percent
Within Same as last slide but with a
Ratio smaller random-walk noise
added :
0.5 mm random
0.5 mm/yr random walk
( vs 1.0 mm/sqrt(yr)) RW for
‘best’ noise model )
Note greater number of
residuals in range of 1.5-2.0
sigma
Ratio (velocity magnitude/uncertainty)
8/10/11 Izmir GG Shortcourse 36
Statistics of Velocity Residuals
Same as last slide but with larger
Percent
Within
random and random-walk noise added
Ratio :
2.0 mm white noise
1.5 mm/sqrt(yr)) random walk
( vs 0.5 mm WN and 1.0 mm/sqrt(yr))
RW for ‘best’ noise model )
Note smaller number of residuals in all
ranges above 0.1-sigma
Ratio (velocity magnitude/uncertainty)
8/10/11 Izmir GG Shortcourse 37
Summary
• All algorithms for computing estimates of standard
deviations have various problems: Fundamentally, rate
standard deviations are dependent on low frequency
part of noise spectrum which is poorly determined.
• Assumptions of stationarity are often not valid
• “Realistic sigma” algorithm is a covenient and reliable
appraoch to getting velocity uncertainties in globk
• Velocity residuals from a model, together with their
uncertainties, can be used to validate the error model
8/10/11 Izmir GG Shortcourse 38
Tools for Error Analysis in GAMIT/GLOBK
• GAMIT: AUTCLN reweight = Y (default) uses phase rms from postfit edit
to reweight data with constant + elevation-dependent terms
• GLOBK
– rename ( eq_file) _XPS or _XCL to remove outliers
– sig_neu adds white noise by station and span; useful for handling outliers
– mar_neu adds random-walk noise: principal method for controlling velocity
uncertainties
– In the gdl files, can rescale variances of an entire h-file: useful when
combining solutions from with different sampling rates or from different
programs (Bernese, GIPSY)
• Utilities
– Realistic sigma” algorithm implemented in tsview (MATLAB) and enfit/ensum;
sh_gen_stats generates mar_neu commands for globk based on the noise
estimates
– sh_plotvel (GMT) allows setting of confidence level of error ellipses
– sh_tshist and sh_velhist can be used to generate histograms of time series and
velocities
8/10/11 Izmir GG Shortcourse 39
Summary
• There are no absolute methods that ensure the correct
error model can be determined for a set of data
processing.
• We attempt to determine with 1-sigma values, that
68% of values will be within this range due to noise;
with 2-sigma, 95% of values (1-d) even when the
probability distribution is not Gaussian.
• The most under certain aspect is determining the
nature of the temporal and spatial correlations in the
results. Generally, large amounts of data are needed
for this and the assumption of stationarity.
8/10/11 Izmir GG Shortcourse 40
References
Spectral Analysis
Langbein and Johnson [J. Geophys. Res., 102, 591, 1997]
Zhang et al. [J. Geophys. Res., 102, 18035, 1997]
Mao et al. [J. Geophys. Res., 104, 2797, 1999]
Dixon et al. [Tectonics , 19, 1, 2000] Herring [GPS Solutions, 7, 194, 2003]
Williams [J. Geodesy, 76, 483, 2003]
Williams et al. [J. Geophys. Res. 109, B03412, 2004]
Langbein [J. Geophys. Res., 113, B05405, 2008]
Williams, S. [GPS Solutions, 12, 147, 2008]
Effect of seasonal terms on velocity estimates
Blewitt and Lavaellee [J. Geophys. Res. 107, 2001JB000570, 2002]
Realistic Sigma Algorithm
Herring [GPS Solutions, 7, 194, 2003]
Reilinger et al. [J. Geophys. Res., 111, B5, 2006]
Validation in velocity fields
McClusky et al. [J. Geophys. Res. 105, 5695, 2000]
McClusky et al. [Geophys. Res. Lett., 28, 3369, 2000]
Davis et al. [J. Geophys. Res. Lett. 2003GL016961, 2003]
McCaffrey et al., [Geophys J. Int., 2007.03371, 2007]
8/10/11 Izmir GG Shortcourse 41
